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On Cramér's First Contributions to Ruin Theory

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  • Ennio Badolati
  • Sandra Ciccone

Abstract

In this article, we discuss some of the first contributions due to Harald Cramér to Collective Risk Theory. We examine the introduction and the use of a particular ruin function that nowadays has been lost even if, as we will see, it has many points in common with the severity of ruin.

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  • Ennio Badolati & Sandra Ciccone, 2017. "On Cramér's First Contributions to Ruin Theory," North American Actuarial Journal, Taylor & Francis Journals, vol. 21(2), pages 193-203, April.
    • Handle: RePEc:taf:uaajxx:v:21:y:2017:i:2:p:193-203
    DOI: 10.1080/10920277.2016.1245624
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